Humans psyche is a meaning inference recursive engine, semiotically I mean, following Charles Sanders Peirce's Theory of Signs, it generates meaning and thus needs a story to explain it, or simply to tell itself.
The story doesn't need to hold sound logic or any objectivity true to reality, it only needs to convey the meaning that it generated so that the mind can believe it more than questioning its validity.
Long story short, humans really likes being told and believing stories, and often they are the ones telling the story right to themselves.